+147.8%
KEYS vs ALHC
+28.2%
+119.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.9% |
| 7D | +6.9% | -5.5% | +12.4% | +7.2% |
| 30D | -19.1% | -4.9% | -14.1% | -18.9% |
| 3M | -11.1% | -41.7% | +30.7% | -9.0% |
| 6M | -16.6% | -55.2% | +38.6% | -14.3% |
| YTD | +50.4% | -61.1% | +111.5% | +55.4% |
| 1Y | +67.5% | -53.3% | +120.8% | +71.0% |
| All | +147.8% | +28.2% | +119.7% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling